| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cross-Country Financial Accelerator: Evidence from North America and Europe |
0 |
0 |
0 |
166 |
0 |
0 |
1 |
625 |
| A general randomized test for Alpha |
0 |
9 |
10 |
10 |
1 |
7 |
8 |
8 |
| An Economic Evaluation of Empirical Exchange Rate Models |
0 |
0 |
1 |
414 |
0 |
0 |
3 |
785 |
| Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
1 |
1 |
2 |
154 |
3 |
4 |
13 |
589 |
| Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
0 |
0 |
0 |
306 |
4 |
4 |
5 |
1,117 |
| Arbitrage in the foreign exchange market: Turning on the microscope |
0 |
0 |
0 |
467 |
3 |
5 |
6 |
1,773 |
| Assessing the benefits of international portfolio diversification in bonds and stocks |
0 |
0 |
1 |
315 |
1 |
1 |
2 |
1,311 |
| Asset Prices and International Spillovers: An Empirical Investigation |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
205 |
| Asset Prices, Exchange Rates and the Current Account |
0 |
0 |
0 |
52 |
2 |
2 |
3 |
236 |
| Asset prices, exchange rates and the current account |
0 |
0 |
0 |
131 |
2 |
5 |
8 |
326 |
| Asset prices, exchange rates and the current account |
0 |
0 |
0 |
378 |
0 |
4 |
6 |
972 |
| Business Cycles and Currency Returns |
0 |
0 |
0 |
48 |
4 |
6 |
7 |
167 |
| Business Cycles and Currency Returns |
0 |
0 |
0 |
24 |
2 |
2 |
4 |
91 |
| Carry Trades and Global FX Volatility |
0 |
1 |
2 |
425 |
4 |
7 |
15 |
1,015 |
| Carry Trades and Global Foreign Exchange Volatility |
0 |
0 |
1 |
254 |
2 |
2 |
9 |
573 |
| Caution or Activism? Monetary Policy Strategies in an Open Economy |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
209 |
| Caution or Activism? Monetary Policy Strategies in an Open Economy |
0 |
0 |
0 |
65 |
0 |
1 |
1 |
206 |
| Caution or Activism? Monetary Policy Strategies in an Open Economy |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
294 |
| Comparing the Accuracy of Density Forecasts from Competing Models |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
342 |
| Currency Momentum Strategies |
0 |
0 |
1 |
148 |
4 |
4 |
9 |
526 |
| Currency Momentum Strategies |
0 |
0 |
0 |
279 |
2 |
7 |
22 |
1,523 |
| Currency Momentum Strategies |
0 |
0 |
1 |
102 |
1 |
1 |
9 |
435 |
| Currency Premia and Global Imbalances |
0 |
0 |
2 |
110 |
1 |
5 |
10 |
352 |
| Currency Risk Premia Redux |
0 |
0 |
1 |
6 |
0 |
0 |
7 |
23 |
| Currency Value |
0 |
0 |
0 |
111 |
3 |
5 |
7 |
182 |
| Currency risk premiums redux? |
0 |
0 |
0 |
7 |
1 |
3 |
7 |
22 |
| Does the law of one price hold in international financial markets? Evidence from tick data |
0 |
0 |
0 |
98 |
0 |
1 |
1 |
255 |
| European Capital Flows and Regional Risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
382 |
| Exchange Rate Forecasting, Order Flow and Macroeconomic Information |
1 |
1 |
2 |
175 |
3 |
3 |
10 |
527 |
| Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability |
0 |
0 |
0 |
261 |
0 |
0 |
1 |
621 |
| Exchange Rates and Fundamentals: Footloose or Evolving Relationship? |
0 |
0 |
0 |
174 |
1 |
2 |
5 |
396 |
| Exchange Rates and Sovereign Risk |
0 |
0 |
1 |
16 |
2 |
5 |
8 |
53 |
| Exchange rate forecasting, order flow and macroeconomic information |
0 |
0 |
1 |
299 |
1 |
1 |
4 |
643 |
| Federal Funds Rate Prediction |
0 |
0 |
0 |
207 |
0 |
1 |
5 |
1,931 |
| Federal Funds Rate Prediction |
0 |
0 |
0 |
482 |
0 |
1 |
2 |
6,431 |
| Federal funds rate prediction |
0 |
0 |
0 |
329 |
0 |
2 |
5 |
1,549 |
| Foreign Exchange Intervention: A New Database |
0 |
0 |
3 |
41 |
1 |
3 |
6 |
140 |
| Foreign Exchange Risk and the Predictability of Carry Trade Returns |
0 |
0 |
1 |
151 |
0 |
2 |
6 |
345 |
| Foreign Exchange Volume |
0 |
0 |
1 |
13 |
0 |
1 |
5 |
53 |
| Foreign currency lending |
0 |
0 |
0 |
44 |
1 |
2 |
3 |
273 |
| Foreign exchange intervention: A new database |
0 |
0 |
1 |
57 |
0 |
2 |
7 |
83 |
| Foreign exchange intervention: A new database |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
16 |
| Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
591 |
| How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads |
0 |
0 |
0 |
635 |
1 |
3 |
7 |
1,527 |
| How well do monetary fundamentals forecast exchange rates? |
1 |
1 |
5 |
822 |
4 |
4 |
8 |
2,515 |
| Information flows in foreign exchange markets: dissecting customer currency trades |
0 |
0 |
1 |
136 |
1 |
1 |
5 |
486 |
| Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers |
0 |
0 |
0 |
365 |
0 |
1 |
1 |
520 |
| Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
401 |
| Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes |
0 |
0 |
0 |
213 |
1 |
1 |
2 |
599 |
| Monetary Policy Rules, Asset Prices and Exchange Rates |
0 |
0 |
0 |
238 |
1 |
2 |
6 |
647 |
| Monetary policy and learning in an open economy |
0 |
0 |
0 |
19 |
3 |
3 |
4 |
141 |
| Monetary policy and learning in an open economy |
0 |
0 |
0 |
148 |
1 |
1 |
1 |
440 |
| New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market |
0 |
0 |
0 |
174 |
1 |
2 |
3 |
386 |
| Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study |
0 |
0 |
0 |
289 |
1 |
1 |
3 |
922 |
| Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
410 |
| Non-Standard Errors |
0 |
0 |
2 |
44 |
0 |
6 |
31 |
446 |
| Non-Standard Errors |
0 |
0 |
1 |
27 |
1 |
4 |
29 |
155 |
| Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 |
0 |
0 |
0 |
203 |
1 |
2 |
5 |
696 |
| Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation |
0 |
0 |
0 |
82 |
0 |
0 |
3 |
339 |
| Nonlinear Exchange Rate Models: A Selective Overview |
0 |
0 |
1 |
348 |
0 |
1 |
3 |
528 |
| Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles |
0 |
1 |
2 |
955 |
1 |
2 |
7 |
2,033 |
| Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle |
1 |
1 |
1 |
304 |
2 |
3 |
4 |
693 |
| Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle |
0 |
0 |
0 |
161 |
1 |
1 |
3 |
464 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
5 |
6 |
8 |
8 |
| Nonstandard Errors |
0 |
0 |
3 |
3 |
4 |
7 |
27 |
27 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
3 |
9 |
14 |
14 |
| Nonstandard errors |
0 |
1 |
2 |
12 |
1 |
6 |
28 |
57 |
| Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? |
0 |
1 |
5 |
928 |
0 |
1 |
13 |
2,353 |
| Properties of Foreign Exchange Risk Premia |
0 |
1 |
2 |
152 |
0 |
1 |
5 |
421 |
| Properties of Foreign Exchange Risk Premiums |
0 |
0 |
0 |
74 |
1 |
1 |
2 |
167 |
| Properties of Foreign Exchange Risk Premiums |
0 |
0 |
1 |
82 |
3 |
3 |
5 |
264 |
| Purchasing Power Parity and the Real Exchange Rate |
0 |
0 |
2 |
1,198 |
1 |
2 |
10 |
3,803 |
| Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
851 |
| Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
699 |
| Risks and Risk Premia in the US Treasury Market |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
4 |
| Risky Bank Guarantees |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
68 |
| Risky bank guarantees |
0 |
0 |
0 |
22 |
1 |
3 |
3 |
52 |
| Saving-Investment Correlations: Transitory versus Permanent |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
482 |
| Spot and Forward Volatility in Foreign Exchange |
1 |
1 |
3 |
578 |
2 |
4 |
13 |
1,860 |
| The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period |
0 |
0 |
1 |
389 |
0 |
0 |
3 |
1,336 |
| The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation |
0 |
0 |
0 |
564 |
0 |
0 |
0 |
3,172 |
| The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields |
0 |
0 |
0 |
125 |
2 |
3 |
5 |
431 |
| The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value |
0 |
0 |
0 |
108 |
0 |
0 |
3 |
461 |
| The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
0 |
0 |
0 |
522 |
1 |
1 |
4 |
1,315 |
| The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
0 |
0 |
0 |
298 |
2 |
3 |
7 |
805 |
| The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence |
0 |
0 |
0 |
219 |
0 |
0 |
2 |
604 |
| The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? |
0 |
0 |
0 |
43 |
0 |
2 |
3 |
173 |
| The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? |
0 |
0 |
1 |
114 |
0 |
0 |
4 |
222 |
| The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
0 |
0 |
246 |
0 |
2 |
9 |
627 |
| The Scapegoat Theory of Exchange Rates: The First Tests |
0 |
0 |
0 |
58 |
2 |
2 |
3 |
261 |
| The Scapegoat Theory of Exchange Rates: The First Tests |
0 |
0 |
1 |
63 |
1 |
2 |
3 |
223 |
| The Term Structure Of Euromarket Interest Rates: Some New Evidence |
0 |
0 |
0 |
194 |
0 |
2 |
4 |
298 |
| The cost of foreign-currency lending |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
17 |
| The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation |
0 |
0 |
0 |
527 |
3 |
5 |
7 |
2,138 |
| The efficient market hypothesis and identification in structural VARs |
0 |
0 |
0 |
253 |
2 |
3 |
3 |
887 |
| The empirical failure of the expectations hypothesis of the term structure of bond yields |
0 |
0 |
0 |
383 |
1 |
3 |
3 |
818 |
| The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value |
0 |
0 |
0 |
222 |
1 |
1 |
1 |
750 |
| The scapegoat theory of exchange rates: the first tests |
0 |
0 |
0 |
89 |
0 |
1 |
2 |
433 |
| The scapegoat theory of exchange rates: the first tests |
0 |
0 |
0 |
34 |
1 |
2 |
6 |
164 |
| Volatility Risk Premia and Exchange Rate Predictability |
0 |
0 |
1 |
65 |
3 |
5 |
9 |
188 |
| What Do Stock Markets Tell Us About Exchange Rates? |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
121 |
| What Drives International Portfolio Flows? |
0 |
0 |
0 |
102 |
1 |
2 |
9 |
276 |
| What do stock markets tell us about exchange rates? |
0 |
2 |
3 |
90 |
1 |
5 |
9 |
175 |
| What's unique about the federal funds rate? evidence from a spectral perspective |
0 |
0 |
0 |
114 |
0 |
1 |
3 |
580 |
| When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries |
0 |
0 |
1 |
133 |
0 |
0 |
6 |
268 |
| When is foreign exchange intervention effective? Evidence from 33 countries |
1 |
1 |
3 |
100 |
1 |
3 |
12 |
186 |
| Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective |
0 |
0 |
0 |
89 |
0 |
0 |
3 |
271 |
| Total Working Papers |
6 |
22 |
74 |
20,043 |
116 |
237 |
630 |
70,876 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A century of equity premium predictability and the consumption-wealth ratio: An international perspective |
0 |
0 |
0 |
92 |
0 |
1 |
5 |
316 |
| A cross-country financial accelerator: Evidence from North America and Europe |
0 |
0 |
0 |
96 |
2 |
2 |
2 |
257 |
| Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991 |
0 |
0 |
1 |
88 |
0 |
0 |
1 |
311 |
| An Economic Evaluation of Empirical Exchange Rate Models |
0 |
0 |
3 |
128 |
0 |
0 |
8 |
305 |
| An empirical investigation of asset price bubbles in Latin American emerging financial markets |
0 |
0 |
0 |
186 |
1 |
1 |
1 |
523 |
| Arbitrage in the foreign exchange market: Turning on the microscope |
2 |
5 |
20 |
396 |
8 |
17 |
55 |
1,447 |
| Asset prices, exchange rates and the current account |
0 |
0 |
0 |
119 |
1 |
2 |
7 |
394 |
| Business cycles and currency returns |
0 |
0 |
3 |
43 |
2 |
4 |
14 |
152 |
| CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
158 |
| Capital Flows to Developing Countries: Long- and Short-Term Determinants |
0 |
0 |
0 |
4 |
2 |
3 |
7 |
1,426 |
| Carry Trades and Global Foreign Exchange Volatility |
2 |
2 |
5 |
212 |
5 |
7 |
23 |
646 |
| Comparing the accuracy of density forecasts from competing models |
0 |
0 |
0 |
87 |
2 |
2 |
2 |
272 |
| Composantes permanente et transitoire de l'épargne et de l'investissement: une étude empirique des flux internationaux de capitaux au Japon |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
60 |
| Currency Premia and Global Imbalances |
1 |
2 |
4 |
101 |
3 |
4 |
8 |
399 |
| Currency Risk Premiums Redux |
0 |
1 |
1 |
3 |
2 |
6 |
9 |
16 |
| Currency Value |
0 |
2 |
3 |
80 |
2 |
5 |
13 |
263 |
| Currency momentum strategies |
2 |
4 |
12 |
416 |
7 |
13 |
51 |
1,364 |
| Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? |
0 |
0 |
3 |
190 |
1 |
3 |
12 |
467 |
| Does the law of one price hold in international financial markets? Evidence from tick data |
0 |
0 |
1 |
123 |
0 |
0 |
3 |
597 |
| Empirical exchange rate models and currency risk: some evidence from density forecasts |
0 |
0 |
3 |
128 |
1 |
3 |
8 |
289 |
| Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
| European Capital Flows and Regional Risk |
0 |
0 |
1 |
81 |
0 |
0 |
2 |
318 |
| Exchange Rates and Fundamentals: Footloose or Evolving Relationship? |
0 |
0 |
1 |
211 |
1 |
1 |
8 |
551 |
| Exchange Rates and Sovereign Risk |
0 |
1 |
4 |
8 |
2 |
5 |
17 |
33 |
| Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation |
0 |
0 |
1 |
33 |
0 |
0 |
3 |
181 |
| Exchange rate and interest rate volatility in the European Monetary System: some further results |
0 |
0 |
0 |
49 |
0 |
1 |
5 |
172 |
| Exchange rate forecasting, order flow and macroeconomic information |
1 |
2 |
7 |
316 |
2 |
4 |
22 |
913 |
| Exchange rates and fundamentals: evidence on the economic value of predictability |
0 |
0 |
1 |
237 |
8 |
9 |
16 |
638 |
| Federal Funds Rate Prediction |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
844 |
| Foreign Exchange Intervention: A New Database |
0 |
1 |
7 |
11 |
3 |
6 |
19 |
43 |
| Foreign Exchange Volume |
0 |
0 |
0 |
10 |
3 |
14 |
20 |
54 |
| Foreign exchange risk and the predictability of carry trade returns |
0 |
0 |
1 |
52 |
1 |
1 |
7 |
191 |
| Global liquidity risk in the foreign exchange market |
0 |
1 |
2 |
83 |
1 |
2 |
4 |
399 |
| Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation |
0 |
0 |
1 |
335 |
2 |
3 |
6 |
1,022 |
| How the Subprime Crisis went global: Evidence from bank credit default swap spreads |
0 |
0 |
2 |
146 |
1 |
1 |
7 |
518 |
| How well do monetary fundamentals forecast exchange rates? |
0 |
0 |
2 |
710 |
0 |
2 |
7 |
1,951 |
| Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades |
0 |
0 |
0 |
16 |
0 |
2 |
4 |
139 |
| International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum |
0 |
0 |
0 |
289 |
0 |
0 |
3 |
1,088 |
| Mean reversion in stock index futures markets: A nonlinear analysis |
1 |
1 |
1 |
6 |
1 |
2 |
6 |
39 |
| Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers |
0 |
0 |
0 |
232 |
0 |
0 |
0 |
718 |
| Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
8 |
| Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes |
0 |
0 |
0 |
158 |
1 |
2 |
2 |
547 |
| Monetary Policy Rules, Asset Prices, and Exchange Rates |
0 |
1 |
2 |
47 |
1 |
4 |
10 |
172 |
| Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests |
0 |
0 |
0 |
518 |
1 |
1 |
4 |
1,131 |
| New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
| Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
289 |
| Nonlinear Exchange Rate Models: A Selective Overview |
0 |
0 |
0 |
25 |
0 |
1 |
8 |
148 |
| Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles |
0 |
0 |
0 |
2 |
1 |
4 |
7 |
810 |
| Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study |
0 |
0 |
0 |
249 |
0 |
0 |
3 |
702 |
| Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
262 |
| Nonstandard Errors |
2 |
3 |
20 |
41 |
10 |
16 |
76 |
148 |
| Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? |
0 |
2 |
11 |
1,073 |
2 |
6 |
53 |
2,718 |
| Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity |
0 |
0 |
0 |
142 |
0 |
0 |
1 |
498 |
| Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis |
0 |
0 |
0 |
177 |
0 |
0 |
0 |
795 |
| Properties of foreign exchange risk premiums |
0 |
0 |
0 |
92 |
1 |
2 |
5 |
300 |
| Purchasing Power Parity and the Real Exchange Rate |
0 |
0 |
13 |
1,992 |
2 |
5 |
37 |
4,756 |
| Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis |
0 |
0 |
1 |
290 |
2 |
2 |
6 |
769 |
| Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K |
0 |
1 |
1 |
112 |
0 |
1 |
4 |
277 |
| Real exchange rate behavior in the Middle East: a re-examination |
0 |
0 |
0 |
62 |
0 |
0 |
4 |
255 |
| Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 |
0 |
0 |
0 |
149 |
0 |
1 |
2 |
396 |
| Real exchange rates under the recent float: unequivocal evidence of mean reversion |
0 |
0 |
0 |
120 |
0 |
1 |
3 |
361 |
| Risks and risk premia in the US Treasury market |
0 |
0 |
1 |
5 |
2 |
4 |
11 |
19 |
| Risky bank guarantees |
0 |
0 |
1 |
19 |
0 |
0 |
7 |
77 |
| Savings-Investment Correlations: Transitory versus Permanent |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
401 |
| Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison |
0 |
0 |
1 |
3 |
1 |
1 |
3 |
11 |
| Special issue on advances in international money, macro and finance |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
139 |
| Speculative Bubbles in U.K. House Prices: Some New Evidence |
0 |
0 |
0 |
4 |
1 |
3 |
7 |
17 |
| Spot and forward volatility in foreign exchange |
0 |
1 |
4 |
145 |
0 |
2 |
11 |
524 |
| Stochastic growth: Empirical evidence from the G7 countries |
0 |
0 |
1 |
11 |
0 |
1 |
6 |
145 |
| Systematic sampling and real exchange rates |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
90 |
| The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields |
0 |
0 |
0 |
66 |
2 |
3 |
5 |
271 |
| The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
20 |
| The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? |
0 |
0 |
0 |
58 |
2 |
2 |
3 |
196 |
| The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? |
0 |
0 |
1 |
116 |
0 |
1 |
10 |
381 |
| The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
0 |
1 |
160 |
3 |
3 |
5 |
526 |
| The behavior of US public debt: a nonlinear perspective |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
366 |
| The behavior of real exchange rates during the post-Bretton Woods period |
1 |
1 |
3 |
415 |
2 |
2 |
14 |
1,133 |
| The cost of carry model and regime shifts in stock index futures markets: An empirical investigation |
0 |
0 |
1 |
13 |
3 |
3 |
5 |
57 |
| The cost of foreign-currency lending |
0 |
0 |
0 |
8 |
0 |
5 |
11 |
47 |
| The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation |
0 |
0 |
0 |
284 |
0 |
1 |
4 |
1,121 |
| The economic value of predicting bond risk premia |
0 |
0 |
1 |
38 |
0 |
2 |
7 |
126 |
| The efficient market hypothesis and identification in structural VARs |
0 |
0 |
1 |
163 |
1 |
1 |
11 |
901 |
| The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value |
0 |
0 |
0 |
201 |
2 |
3 |
4 |
701 |
| The market for lemmings: The herding behavior of pension funds |
0 |
1 |
1 |
33 |
0 |
1 |
2 |
135 |
| The out-of-sample success of term structure models as exchange rate predictors: a step beyond |
0 |
0 |
3 |
336 |
2 |
2 |
9 |
931 |
| The scapegoat theory of exchange rates: the first tests |
0 |
0 |
2 |
90 |
1 |
1 |
7 |
340 |
| The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
29 |
| Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers |
0 |
0 |
1 |
9 |
2 |
4 |
7 |
35 |
| Timing exchange rates using order flow: The case of the Loonie |
0 |
0 |
0 |
36 |
1 |
2 |
4 |
152 |
| Toward a new paradigm in open economy modeling: where do we stand? |
0 |
0 |
1 |
26 |
1 |
1 |
4 |
94 |
| Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? |
1 |
1 |
2 |
388 |
4 |
4 |
14 |
792 |
| Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? |
0 |
0 |
0 |
5 |
1 |
1 |
5 |
27 |
| Volatility risk premia and exchange rate predictability |
1 |
1 |
5 |
121 |
3 |
4 |
21 |
413 |
| What Do Stock Markets Tell Us about Exchange Rates? |
0 |
0 |
3 |
33 |
2 |
2 |
13 |
136 |
| What drives international portfolio flows? |
0 |
0 |
2 |
69 |
2 |
3 |
11 |
210 |
| What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
175 |
| When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries |
0 |
0 |
3 |
8 |
0 |
0 |
4 |
19 |
| When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries |
1 |
1 |
7 |
129 |
1 |
1 |
19 |
524 |
| Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective |
0 |
0 |
1 |
60 |
0 |
4 |
7 |
174 |
| Total Journal Articles |
15 |
35 |
185 |
13,968 |
129 |
247 |
888 |
46,294 |
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